+15.5%
GEHC vs BURL
+38.1%
-22.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.9% | -1.8% |
| 7D | -4.0% | -2.8% | -1.2% | -3.4% |
| 30D | -2.0% | -28.2% | +26.2% | +5.4% |
| 3M | +8.0% | -17.6% | +25.6% | +12.4% |
| 6M | -12.8% | -11.8% | -1.0% | -10.8% |
| YTD | -15.9% | -8.1% | -7.8% | -15.0% |
| 1Y | -6.9% | -12.0% | +5.0% | -5.5% |
| 3Y | 0.0% | +63.3% | -63.3% | -10.5% |
| All | +15.5% | +38.1% | -22.7% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling